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Ahmed Bou-Rabee

Publications and source records attributed to Ahmed Bou-Rabee.

At least 19 recordsLinked to original sources

Limit shapes for centrally excited walks

A centrally excited random walk on $\mathbb Z^d$ moves like simple random walk, except that its first step from each site other than the origin has a drift of fixed size toward it. Kozma (2007) conjectured that after $n$ steps the visited set approximates a ball with radius of order $n^{1/(d+1)}$. We prove this in every dimension $d\geq 2$ and show that the rescaled local times converge uniformly to a cone, which is the potential generated by the drift on a ball. The same argument shows that, when the drift is opposite to a subgradient of a norm, the visited set approximates the ball of that norm. In the plane, the outer and inner radii of the visited set differ by at most $n^{1/6}$ times a power of $\log n$, and the exponent $1/6$ cannot be lowered. Earlier versions of this work appeared in three independent drafts by Nguyen (arXiv:2610.07724), Bou-Rabee and Peres (arxiv:2610.10162v1) and Singh (arxiv:2610.12138). The present paper brings together the results and ideas from these drafts.

math.PR↗

Sandpile avalanches in two dimensions are finite

In the abelian sandpile model on $\mathbb{Z}^d$, a site with at least $2d$ grains topples by sending one grain to each neighbor. In a box $[-N,N]^d$ whose boundary absorbs grains, adding grains at random sites and toppling defines a Markov chain. Athreya and Járai (2004) constructed the stationary state on $\mathbb{Z}^d$ as the limit of its stationary distributions as $N\to\infty$. They asked whether, when a grain is added at the origin of a sandpile in the stationary state, the resulting avalanche of topplings is finite. Járai and Redig (2008) proved that the answer is yes for $d\geq 3$, using the transience of random walk. We prove, using a different method, that avalanches are also finite for $d=2$.

math.PR↗

Anomalous scaling limit of a Brownian particle in a log-correlated potential

We study a Brownian particle in $\mathbb{R}^d$, $d\geq2$, with drift given by the gradient of a log-correlated Gaussian potential. At weak disorder, we prove convergence to a scaling limit whose law is singular with respect to Brownian motion and whose invariant measure is given by Gaussian multiplicative chaos. The proof uses a renormalization group induction: at each scale, the elliptic operator is well approximated by a Laplacian with effective diffusivity decaying as a power of scale. We compute this exponent exactly in dimension two.

math.PR↗

Superdiffusive central limit theorem for a Brownian particle in a critically-correlated incompressible random drift

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case includes $\nabla^\perp$ of the Gaussian free field in two dimensions. We show the variance and the second moment of the displacement at a large time $t$ behave like $2dc_*^{1/2} t (\log t)^{1/2}$, in a quenched sense and with a precisely determined prefactor $c_*=c_*(\mathbb{P})>0$, independent of $ν$. We also prove a quenched invariance principle under this superdiffusive scaling. The proof is based on a rigorous renormalization group argument in which we inductively analyze coarse-grained diffusivities, scale-by-scale. Our analysis leads to sharp homogenization and large-scale regularity estimates on the infinitesimal generator, which are subsequently transferred into quantitative information on the process.

math.PR↗

The randomly oriented Manhattan lattice in 2D is transient

Independently orient each horizontal and vertical line of $\mathbb{Z}^2$ by a fair coin. A walker chooses one of the two lines through its current position with equal probability and takes one step in the direction of that line. Redner (1989) introduced this walk as a model of transport in an isotropic random velocity field and predicted that its root-mean-square displacement grows like $n^{2/3}$. We prove that the walk is transient almost surely. The proof is a short variational argument.

math.PR↗

Once-reinforced random walk on $\mathbb{Z}^d$ has range exponent at least $d/(d+1)$

In once-reinforced random walk, introduced by Davis (1990), every edge starts with weight one and is assigned weight $β\geq1$ after its first crossing. At each step the walker chooses an incident edge with probability proportional to its weight. For sufficiently large reinforcement $β$, the expected range in the first $n$ steps was predicted by Ordemann et al. (2000) and independently by Beffara (2011) to have order $n^{d/(d+1)}$ on $\mathbb{Z}^d$. We prove the corresponding lower bound in every dimension $d\geq2$ and for every reinforcement parameter $β$.

math.PR↗

Superdiffusion and anomalous regularization in self-similar random incompressible flows

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k} $ with positive Hurst exponent $γ> 0$, so the resulting random environment is multiscale and self-similar. In the perturbative regime $γ\ll 1$, we prove quenched power-law superdiffusion: for a typical realization of the environment, the displacement variance at time $t$ grows like $t^{2/(2-γ)}$, the scaling predicted by renormalization group heuristics. We also identify the leading prefactor up to a random (quenched) relative error of order $γ^{\frac12}\left| \log γ\right|^{9/2}$. The proof implements a Wilsonian renormalization group scheme at the level of the infinitesimal generator $\nabla \cdot (νI_d + \mathbf{k} ) \nabla$, based on a self-similar induction across scales. We demonstrate that the coarse-grained generator is well-approximated, at each scale $r$, by a constant-coefficient Laplacian with effective diffusivity growing like $r^γ$. This approximation is inherently scale-local: reflecting the multifractal nature of the environment, the relative error does not decay with the scale, but remains of order $γ^{\frac12}\left| \log γ\right|^{7/2}$. We also prove anomalous regularization under the quenched law: for almost every realization of the drift, solutions of the associated elliptic equation are Hölder continuous with exponent $1 - Cγ^{\frac12}$ and satisfy estimates which are uniform in the molecular diffusivity $ν$ and the scale.

math.PR↗

Sharpness and critical scaling of parking

In the parking model, each site of the $d$-dimensional lattice independently starts with one car with probability $p$ or one parking spot with probability $1-p$. Cars move according to independent discrete-time simple random walks and park at the first spot they find free. We prove that in the critical regime $p=1/2$, the expected number of visits to a site in $n$ rounds is of order $n^{(4-d)/4}$ for $d\leq3$ and $\log n$ for $d\geq4$. We also prove that in the subcritical regime $p\in(0,1/2)$, the parking-time tail is bounded above and below by stretched exponentials with exponent $d/(d+2)$. As $p\uparrow1/2$, we also determine the divergence of the expected total number of visits to a site: its order is $(1-2p)^{-3}$, $(1-2p)^{-1}$ and $(1-2p)^{-1/3}$ in dimensions one, two and three, respectively, and $\log(1/(1-2p))$ in dimensions four and higher. Our proof uses a representation of the parking process as the divisible sandpile of Levine and Peres plus a martingale-type term. These results answer questions posed by Damron, Gravner, Junge, Lyu and Sivakoff (2019).

math.PR↗

Quantitative explosion and percolation of the divisible sandpile

The divisible sandpile on $\mathbb{Z}^d$ starts from i.i.d. masses at each site, and, in each discrete time step, a site with mass above one keeps one unit and sends the excess equally to its neighbors. Levine, Murugan, Peres and Ugurcan (2016) showed that at mean one this process explodes, with every site emitting infinite mass. We show that the mass emitted from a site by time $t$ is of order $t^{(4-d)/4}$ for $d\leq3$, of order $\log t$ for $d=4$, and a tail-dependent, divergent rate for $d\geq5$. We further show that the mass emitted, after diffusive rescaling, converges to a Brownian optimal-stopping value for $d\leq3$ and to tail-dependent, weighted membrane fields for $d\geq5$, while at the critical dimension $d=4$, after superdiffusive rescaling, it converges to the membrane model. Using these estimates, we prove that, for every $d\geq2$, the set of sites that topple contains an infinite component at some mean below one, hence it has a non-trivial percolation phase transition. This answers a variant of a question of Fey, Meester and Redig (2009). The proof adapts ideas from the theory of level-set percolation of strongly correlated Gaussian fields.

math.PR↗

Eulerian walkers on $\mathbb{Z}^2$ have range exponent $2/3$

In the Eulerian walker model (also known as rotor walk), each site of the square lattice begins with an arrow pointing to one of its four neighbors. A walker that starts at the origin repeatedly turns the arrow at its current site clockwise by $90^\circ$ and steps in the new direction. Priezzhev, Dhar, Dhar, and Krishnamurthy (1996) introduced this as a model of self-organized criticality and conjectured that, for independent uniform initial directions, the region explored in the first $t$ steps has radius of order $t^{1/3}$. We establish this conjecture and further show that the walker visits every lattice site infinitely often, and that the region it has visited by time $t$, rescaled by $t^{1/3}$, converges to a convex body.

math.PR↗

Quantitative Einstein relation for reversible diffusions in a random environment

The Einstein relation describes the response of a diffusing particle to a small constant external force. It states that, as the force tends to zero, the ratio of the limiting velocity to the force magnitude converges to the diffusivity matrix of the unforced particle, evaluated in the force direction. Gantert, Mathieu, and Piatnitski (2012) proved this identity for reversible diffusions in random environments. We prove a quantitative version, with an explicit quenched algebraic rate.

math.PR↗

Gaussian fluctuations for Internal DLA on cylinders

Internal DLA is a discrete random growth model describing growing clusters of particles. Its limiting shape and fluctuations are well understood when the underlying graph is the $d$-dimensional lattice or the cylinder $\mathbb{Z}_N \times \mathbb{Z}$. In the latter geometry, the average fluctuations of IDLA have been shown to converge to the GFF. In this note we generalise this result by showing that, for any vertex-transitive base graph $V_N$ satisfying an eigenvalue convergence condition, the average fluctuations of IDLA on the cylinder $V_N \times \mathbb{Z}$ are given by a GFF. On the way, we present an improved bound on the clusters' maximal fluctuations, which is of independent interest and which implies a shape theorem for IDLA on $V_N \times \mathbb{Z}$ for any vertex-transitive base graph $V_N$.

math.PR↗

Quantitative homogenization for the critical long-range random conductance model

We consider the long-range random conductance model on $\mathbb{Z}^d$ at the critical exponent: the jump rate between sites $x$ and $y$ decays as $\mathbf{a}(x,y) |x-y|^{-(d+2)}$, where $\mathbf{a}(x,y)$ are i.i.d. uniformly elliptic conductances. Below the critical exponent $(d+2)$ the walk converges to a stable process; above it, to Brownian motion with diffusive $\sqrt{t}$ scaling. At criticality the second moment of the jump kernel diverges logarithmically. We establish quantitative homogenization of the associated elliptic equation to the Laplacian at the rate $1/\sqrt{|\ln\varepsilon|}$. As a consequence, we deduce quenched convergence of the random walk to Brownian motion under the anomalous $\sqrt{t \log t}$ scaling. Unlike in standard homogenization, the effective diffusivity is determined by the mean conductance alone, with no corrector contribution at leading order.

math.PR↗

Divisible sandpiles via random walks in random scenery

We analyze an optimal stopping problem for random walk in random scenery on general graphs, and determine when it has a finite optimum. We use this to extend a theorem of Levine, Murugan, Peres, and Ugurcan [2016]. They proved that on a vertex-transitive graph, the divisible sandpile with i.i.d. initial masses of mean $μ$ stabilizes almost surely if $μ< 1$, explodes if $μ> 1$, and explodes if $μ= 1$ with positive finite variance. Their proofs rely on conservation of mean mass under toppling. This conservation extends to unimodular random graphs, but fails on general graphs. We prove explosion for all infinite bounded-degree graphs whenever $μ\geq 1$, and stabilization for $μ<1$ provided the initial masses have finite $p$-th moment for some $p>3$. Our conditions are nearly sharp: we exhibit unbounded-degree graphs on which sandpiles with $μ> 1$ stabilize, and for every $p < 3$ we construct bounded-degree graphs on which sandpiles with~$μ< 1$ and finite $p$-th moment explode.

math.PR↗

Unique continuation on planar graphs

We show that a discrete harmonic function which is bounded on a large portion of a periodic planar graph is constant. A key ingredient is a new unique continuation result for the weighted graph Laplacian. The proof relies on the structure of level sets of discrete harmonic functions, using arguments as in Bou-Rabee--Cooperman--Dario (2023) which exploit the fact that, on a planar graph, the sub- and super-level sets cannot cross over each other. In the special case of the square lattice this yields a new, geometric proof of the Liouville theorem of Buhovsky--Logunov--Malinnikova--Sodin (2017).

math.AP↗

Random walk on sphere packings and Delaunay triangulations in arbitrary dimension

We prove that random walks on a family of tilings of d-dimensional Euclidean space, with a canonical choice of conductances, converge to Brownian motion modulo time parameterization. This class of tilings includes Delaunay triangulations (the dual of Voronoi tesselations) and sphere packings. Our regularity assumptions are deterministic and mild. For example, our results apply to Delaunay triangulations with vertices sampled from a d-dimensional Gaussian multiplicative chaos measure. As part of our proof, we establish the uniform convergence of certain finite volume schemes for the Laplace equation, with quantitative bounds on the rate of convergence. In the special case of two dimensions, we give a new, short proof of the main result of Gurel-Gurevich--Jerison--Nachmias (2020).

math.PR↗

Harmonic balls in Liouville quantum gravity

Harmonic balls are domains which satisfy the mean-value property for harmonic functions. We establish the existence and uniqueness of harmonic balls on Liouville quantum gravity (LQG) surfaces using the obstacle problem formulation of Hele-Shaw flow. We show that LQG harmonic balls are neither Lipschitz domains nor LQG metric balls, and that the boundaries of their complementary connected components are Jordan curves. We conjecture that LQG harmonic balls are the scaling limit of internal diffusion limited aggregation (IDLA) on random planar maps. In a companion paper, we prove this in the special case of mated-CRT maps.

math.PR↗

Rigidity of harmonic functions on the supercritical percolation cluster

We use ideas from quantitative homogenization to show that nonconstant harmonic functions on the percolation cluster cannot satisfy certain structural constraints, for example, a Lipschitz bound. These unique-continuation-type results are false on the full lattice and hence the disorder is utilized in an essential way.

math.PR↗